-94.0%
MSTU vs MULL
+1,833.4%
-1,927.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -9.3% | +2.6% | -4.8% |
| 7D | -22.0% | +3.6% | -25.6% | -22.8% |
| 30D | +60.3% | +22.0% | +38.3% | +52.6% |
| 3M | -3.7% | -8.6% | +4.9% | -14.0% |
| 6M | -45.2% | +248.5% | -293.7% | -69.8% |
| YTD | -64.3% | +516.3% | -580.6% | -84.8% |
| All | -94.0% | +1,833.4% | -1,927.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling